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DERIVATIVE LIABILITIES (Tables)

12 Months Ended

Sep. 30, 2023

DERIVATIVE LIABILITIES

Fair Value Measurement Inputs and Valuation Techniques

The Company uses the Black-Scholes option pricing model to estimate fair value. The following weighted average assumptions were used to estimate the fair value of the derivative warrant liabilities on September 30, 2022:

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​	​	​	​	​
​	​	​	​	​
​	​	​	September 30,	​
​	​	​	2022	​
​	​	​	​	​
Risk-free interest rate		​	3.55	%
Expected life		​	0.28	years
Expected annualized volatility		​	73.3	%
Dividend		​	—	​
Liquidity discount		​	20	%

​

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- Definition

Tabular disclosure of input and valuation technique used to measure fair value and change in valuation approach and technique for each separate class of asset and liability measured on recurring and nonrecurring basis.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)
-URI https://asc.fasb.org/extlink&oid=126976982&loc=d3e19207-110258

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